+33.5%
LBRT vs KMX
-10.1%
+43.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.1% |
| 7D | +8.7% | +1.9% | +6.8% | +8.0% |
| 30D | +6.6% | +11.7% | -5.1% | +2.2% |
| 3M | -34.5% | +34.9% | -69.4% | -42.0% |
| 6M | -24.5% | +50.3% | -74.8% | -37.2% |
| YTD | +12.7% | +63.8% | -51.1% | -10.4% |
| 1Y | +94.8% | +3.8% | +91.0% | +80.6% |
| 3Y | +31.9% | -24.3% | +56.1% | +35.9% |
| 5Y | +111.8% | -50.2% | +162.1% | +145.0% |
| All | +33.5% | -10.1% | +43.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling